Leaderboard

https://www.sendspace.com/file/9gb7tq

If there is no Function: BollingerBand in Multicharts, I will add it in the code ------------------------------------------------------------------------------------------------ Inputs: bollingerLengths(50),liqLength(50),rocCalcLength(30); Vars: upBand(0),dnBand(0),liqDays(50),rocCalc(0); upBand = BollingerBand(Close,bollingerLengths,1.25); dnBand = BollingerBand(Close,bollingerLengths,-1.25); rocCalc = Close - Close[rocCalcLength-1]; {remember to subtract 1} if(MarketPosition <> 1 and rocCalc > 0) then Buy("BanditBuy")tomorrow upBand stop; if(MarketPosition <>-1 and rocCalc < 0) then SellShort("BanditSell") tomorrow dnBand stop; if(MarketPosition = 0) then liqDays = liqLength; if(MarketPosition <> 0) then begin liqDays = liqDays - 1; liqDays = MaxList(liqDays,10); end; if(MarketPosition = 1 and barssinceentry>=6 and Average(Close,liqDays) < upBand) then Sell("Long Liq") tomorrow Average(Close,liqDays) stop; if(MarketPosition = -1 and barssinceentry>=6 and Average(Close,liqDays) > dnBand) then BuyToCover("Short Liq") tomorrow Average(Close,liqDays) stop;

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